Files
foxhunt/crates/ml
jgrusewski c262c4b3e8 fix: restore EventTrackingGuard every step — keep check_err, remove sync
The hang was caused by cudarc accumulating stale CudaEvent errors
from CUDA Graph replays. EventTrackingGuard + check_err must run
every step to drain these errors. The cuStreamSynchronize is only
needed on the very first call to clear the initial backlog from
graph capture — subsequent steps rely on stream ordering.

Guard (~100ns) + check_err (~50ns) per step is negligible.
The cuStreamSynchronize (~150µs pipeline drain) is eliminated
on all but the first step.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-02 02:11:55 +02:00
..

ml

10-model ML ensemble for the Foxhunt HFT system, built on Candle v0.9.1.

Models

  • DQN (Rainbow) — deep Q-network with prioritized replay, dueling heads, noisy nets
  • PPO — proximal policy optimization with GAE, LSTM policies, clip-higher
  • TFT — temporal fusion transformer for multi-horizon forecasting
  • Mamba2 — state space model for sequence prediction
  • Liquid Networks — biologically inspired networks for non-stationary data
  • TLOB — transformer-based limit order book analysis
  • KAN — Kolmogorov-Arnold networks
  • xLSTM — extended LSTM architecture
  • TGGN — temporal graph neural network
  • Diffusion — diffusion-based generative model

Key Modules

  • ensemble — model ensemble coordination and confidence aggregation
  • hyperopt — PSO-based hyperparameter optimization with per-model adapters
  • trainers — unified training loops (DQN, PPO, supervised)
  • inferenceInferenceAdapter trait for prediction
  • checkpoint — model checkpointing and restoration
  • evaluation — walk-forward evaluation pipeline

Usage

use ml::dqn::DQN;
use ml::ppo::PpoTrainer;